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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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23477093 · Jun 202619922001200920172026
48 results for singular ODE

Classifies solutions to critical sixth order equations with a singularity.

problem Classifying entire positive singular solutions to critical sixth order equations.
method Integral sliding methods, qualitative analysis of ODEs, topological two-parameter shooting technique.
result Solutions are given by a singular radial factor times a periodic solution to a sixth order IVP with constant coefficients.

The study identifies exceptions to fiber-preserving symmetry in ODEs and systems.

problem Identifying exceptions to fiber-preserving symmetry in ODEs and systems.
method Lie's classification of Lie algebras of vector fields, absolute and relative scalar differential invariants, conditional and vector-valued relative invariants, prolongations of actions.
result Examples of scalar ODEs and systems with symmetry groups not fiber-preserving.

Investigates portfolio selection for rank-dependent utilities in incomplete markets.

problem Portfolio selection for agents with rank-dependent utility in incomplete financial markets.
method Characterizes deterministic strict equilibrium strategies for constant-coefficient and time-invariant probability weighting functions. Addresses the issue of selecting an optimal strategy from multiple equilibrium strategies for time-variant probability weighting functions.
result Characterizes deterministic strict equilibrium strategies and identifies optimal strategies from multiple equilibrium strategies.

Stability of Schwarzschild singularity in near-Schwarzschild black holes under perturbations.

problem Stability of the Schwarzschild singularity in near-Schwarzschild black holes.
method Energy methods and new approach to Einstein vacuum equations in axial symmetry.
result The solution displays asymptocially-velocity-term-dominated dynamics and approaches a different Kasner solution at each point of the singularity.

Study of ants' movement rules on a 6D space, revealing distribution structures and singular trajectories.

problem Understanding the movement patterns of ants in a 6D space.
method Analyzing mechanical system rules to derive distribution structures and singular trajectories.
result Distributions and singular trajectories of ants' movement rules in a 6D space.

We study complex analytic (possibly singular) projective connections on the plane. We characterize some of them in terms of their families of integral curves. We also give a beginning of classification of second order odes polynomial in the first and second derivatives, and with holomorphic coefficients.

2014-01-10abs ↗pdf ↗

The paper proves an equilibrium in a limited stock market participation model with power utilities.

problem Existence of an equilibrium in a model with limited stock market participation and power utilities.
method Proves existence and uniqueness of a solution to a singular and path-dependent Riccati-type ODE.
result Proves existence of a Radner equilibrium with homogenous power-utility investors.

New methods prove existence of rotating shapes moving in space.

problem Existence of rotating shapes moving in space.
method Different methods to prove existence based on singular ordinary differential equation.
result Existence of rotationally symmetric translating solutions proven without partial differential equations.

This article gives an alternative approach to the self-shrinking and self-expanding solutions of the curve shortening flow, which are related to singularity formation of the mean curvature flow. The motivation for the self-similar solutions arises from natural area preserving rescaling. Further we describe the self-sim…

2015-05-27abs ↗pdf ↗

The generalized Weierstrass representation is used to analyze the asymptotic behavior of a constant mean curvature surface that arises locally from an ordinary differential equation with a regular singularity. We prove that a holomorphic perturbation of an ODE that represents a Delaunay surface generates a constant mea…

2007-01-03abs ↗pdf ↗

Time series with non-uniform intervals occur in many applications, and are difficult to model using standard recurrent neural networks (RNNs). We generalize RNNs to have continuous-time hidden dynamics defined by ordinary differential equations (ODEs), a model we call ODE-RNNs. Furthermore, we use ODE-RNNs to replace t…

2019-07-08abs ↗pdf ↗

Minimal surfaces in third-order ODEs identified for linear second-order ODEs.

problem Characterizing minimal surfaces in third-order ODEs.
method Analyzing submanifolds of third-order ODEs as Riemannian manifolds.
result Linear second-order ODEs with y=±y+β(x)y''=\pm y+β(x) are the only minimal surfaces and totally geodesic.

DALTON improves ODE parameter estimation by learning from noisy data.

problem High sensitivity to parameters in ODEs produces unreliable parameter estimates.
method Data-adaptive probabilistic likelihood approximation for ODEs.
result DALTON produces more accurate parameter estimates than existing methods.

The paper studies deformations and confluences of singularities in meromorphic connections and quadratic differentials.

problem Understanding singularities and deformations in meromorphic connections and quadratic differentials.
method Local formal invariants and jets of meromorphic quadratic differentials, universal isomonodromic deformation, unfolded Stokes phenomenon, horizontal and vertical foliations.
result Establishes a correspondence between local formal invariants and jets of meromorphic quadratic differentials, describing parameter spaces and moduli spaces.

Improved neural-ODE for faster convergence and stability.

problem Stability, consistency, and convergence issues in neural-ODE solvers.
method Proposed a first-order Nesterov's accelerated gradient (NAG) based ODE-solver.
result Efficacy demonstrated in three tasks: supervised classification, density estimation, and time-series modelling.

New method uses Gaussian ODE filtering to approximate likelihoods for fast ODE inverse problems.

problem Intractable forward models in likelihood-free inference, especially for ODEs.
method Gaussian ODE filtering to construct local Gaussian likelihood approximations.
result New solvers outperform standard likelihood-free approaches on benchmark systems.

We show that Neural Ordinary Differential Equations (ODEs) learn representations that preserve the topology of the input space and prove that this implies the existence of functions Neural ODEs cannot represent. To address these limitations, we introduce Augmented Neural ODEs which, in addition to being more expressive…

2019-04-02abs ↗pdf ↗

Paper analyzes convergence of ODE samplers in Wasserstein distances.

problem Limited theoretical understanding of convergence properties of probability flow ODEs.
method Convergence analysis for general probability flow ODEs in 2-Wasserstein distance.
result First non-asymptotic convergence analysis for probability flow ODE samplers.

New ODE solvers improve training efficiency and accuracy.

problem Training Neural ODEs requires efficient and accurate gradient calculation.
method Presented algebraically reversible ODE solvers that are time and memory efficient, calculate exact gradients, and are numerically stable.
result Reversible solvers strictly improve upon previous architectures in efficiency and accuracy.

This paper uses ODE to improve RNN models for time series data.

problem Improving RNN models for irregularly sampled time series data.
method Extending RNNs with Neural Ordinary Differential Equations (ODEs).
result New ODE-based RNN models reduce training and evaluation time.

New method combines ODE filters and numerical quadrature to propagate model uncertainty.

problem Propagation of model uncertainty in ODE solutions with uncertain parameters.
method Combining ODE filters with numerical quadrature.
result Effective propagation of both numerical and parametric uncertainty.

Neural ODEs' performance varies with numerical method, requiring adaptive step size control.

problem Neural ODEs' performance depends on the numerical method used during training.
method Proposes an adaptive step size control algorithm to ensure a valid ODE without increasing computational cost.
result Valid Neural ODEs require careful numerical method selection and step size adaptation.

We compute the characteristic Cartan connection associated with a system of third order ODEs. Our connection is different from Tanaka normal one, but still is uniquely associated with the system of third order ODEs. This allows us to find all fundamental invariants of a system of third order ODEs and, in particular, de…

2011-04-05abs ↗pdf ↗

This work improves likelihood of score-based diffusion ODEs using high-order denoising score matching.

problem The gap between maximum likelihood and score matching objectives for score-based diffusion ODEs.
method High-order denoising score matching to maximize likelihood.
result Score-based diffusion ODEs achieve better likelihood on synthetic and CIFAR-10 data.

New method sparsifies hybrid neural ODEs for better performance and stability.

problem Excessive latent states and interactions from mechanistic models lead to training inefficiency and over-fitting.
method Automatic state selection and structure optimization combining domain-informed graph modifications with data-driven regularization.
result Improved predictive performance and robustness with desired sparsity.